Plastun, Alex; Khomutenko, Ludmila; Bashlai, Serhii - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
This paper explores price effects caused by the expiration of derivatives in the cryptocurrency market. Applying … cryptocurrency market; and (H2) Price patterns can be exploited to generate abnormal profits from trading. The results suggest that … expiration effects are only nominally present in the cryptocurrency market. There are differences in returns between expiration …